## [1] "number of cores available = 1"
#Phi[1] ; eta = valeur de fin Phi[2] = valeur du noeud Phi[3] = echelle
m <- function(t, eta, phi) (phi[,1] + eta)/(1+exp((phi[,2]-t)/phi[,3]))
#=======================================#
param <- list(sigma2 = 0.05,
rho2 = 0.1,
mu = c(5,90,5),
omega2 = c(0.5,0.1,0.01),
#Survival data,
nu2 = 0.5,
a = 90,
b = 50,
alpha = 7,
beta = 10)
#=======================================#
t <- seq(60,120, length.out = 10) #value of times
dt_NLME <- NLME_data(G = 10, ng = 12, time = t, fct = m, param = param)
dt_SF <- SF_obs(dt_NLME, param, m)
getDim(dt_NLME)
## G ng n N F.
## 10 12 1200 120 3
Y <- dt_NLME$obs
source('joint_model.R')
| sigma2 | rho2 | mu1 | mu2 | mu3 | omega21 | omega22 | omega23 | nu2 | a | b | alpha | beta | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Oracle | 0.0547 | 0.0989 | 4.8705 | 89.8641 | 5.0112 | 0.4026 | 0.047 | 0.0143 | 0.7033 | 90.0000 | 50.0000 | 7.0000 | 10.0000 |
| Initialisation | 0.0653 | 0.2000 | 6.7308 | 121.1540 | 6.7308 | 0.1000 | 0.100 | 0.1000 | 0.6277 | 118.7977 | 68.4922 | 8.8942 | 12.6101 |
Légende des graphs : En pointillé les moyennes à priori, la ligne vertical orange symbolise la phase de correction
niter <- 10*3
correction.phase <- 15
MH.iter <- function(k) ifelse(k<=correction.phase, 100, 100)
sd.eta <- function(k) 0.04
sd.phi <- function(k) ifelse(k<=correction.phase, 0.5, 0.05 )
sd <- seq(0.5, 1.5, length.out = 10)
for(i in 1:length(sd))
{
message(paste0('===============================================================================', i))
print(sd[i])
sd.phi <- function(k) ifelse(k<=correction.phase, sd[i], 0.05 )
res <- SAEM(niter, MH.iter, para, Phi, S$eval, Z, sim, maxi, eps = 1e-3, verbatim = 2)
affichage(res)
}
## [1] 0.5
## [1] "SAEM execution time = 00min 14sec"
## [1] 0.6111111
## [1] "SAEM execution time = 00min 13sec"
## [1] 0.7222222
## [1] "SAEM execution time = 00min 13sec"
## [1] 0.8333333
## [1] "SAEM execution time = 00min 13sec"
## [1] 0.9444444
## [1] "SAEM execution time = 00min 13sec"
## [1] 1.055556
## [1] "SAEM execution time = 00min 13sec"
## [1] 1.166667
## [1] "SAEM execution time = 00min 13sec"
## [1] 1.277778
## [1] "SAEM execution time = 00min 13sec"
## [1] 1.388889
## [1] "SAEM execution time = 00min 13sec"
## [1] 1.5
## [1] "SAEM execution time = 00min 13sec"
Chunk execution time = 02min 24sec